Ulf Schepsmeier

发表

Efficient information based goodness-of-fit tests for vine copula models with fixed margins: A comprehensive review

Ulf Schepsmeier, U. Schepsmeier, 2015, J. Multivar. Anal..

Estimating standard errors in regular vine copula models

Ulf Schepsmeier, Jakob Stöber, 2013, Comput. Stat..

Guidelines for Statistical Projects: Coding and Typography

Ulf Schepsmeier, Marius Hofert, M. Hofert, 2014 .

Analysis of Car Crash Simulation Data with Nonlinear Machine Learning Methods

Benjamin Peherstorfer, Clemens-August Thole, Alexander Paprotny, 2013, ICCS.

Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine

Eike Christian Brechmann, Ulf Schepsmeier, U. Schepsmeier, 2013 .

Spatial composite likelihood inference using local C-vines

Claudia Czado, Ulf Schepsmeier, Tobias Michael Erhardt, 2014, J. Multivar. Anal..

R‐vine models for spatial time series with an application to daily mean temperature

Claudia Czado, Ulf Schepsmeier, Tobias Michael Erhardt, 2014, Biometrics.

Dependence modelling with regular vine copula models: a case‐study for car crash simulation data

Claudia Czado, Ulf Schepsmeier, C. Czado, 2016 .

Derivatives and Fisher information of bivariate copulas

Ulf Schepsmeier, Jakob Stöber, U. Schepsmeier, 2014 .

Dependence modeling with Cand D-vine copulas : The R-package CDVine

Eike Christian Brechmann, Ulf Schepsmeier, 2011 .

Maximum likelihood estimation of C-vine pair-copula constructions based on bivariate copulas from different families

Ulf Schepsmeier, 2010 .

Maximum likelihood estimation of mixed C-vines with application to exchange rates

Claudia Czado, Ulf Schepsmeier, Aleksey Min, 2012 .